+3,429.5%
WFC vs RCL
+4,549.4%
-1,119.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | -5.1% | +8.9% | +5.6% |
| 30D | +1.5% | -19.0% | +20.5% | +8.7% |
| 3M | +10.9% | -9.6% | +20.4% | +13.7% |
| 6M | +8.4% | -6.7% | +15.1% | +9.0% |
| YTD | -1.9% | -3.9% | +2.0% | -3.3% |
| 1Y | +12.3% | -25.1% | +37.4% | +19.5% |
| 3Y | +132.3% | +179.1% | -46.8% | +53.9% |
| 5Y | +130.1% | +243.3% | -113.2% | +30.8% |
| 10Y | +134.4% | +325.8% | -191.4% | +1.6% |
| All | +3,429.5% | +4,549.4% | -1,119.9% | +567.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling